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V-Lab

PowerBank Corp GJR-GARCH Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

66.81%

decreased by 2.44%

1 Week

76.97%

increased by 7.72%

1 Month

97.17%

increased by 27.92%

Analysis last updated: Friday, August 21, 2026 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of PowerBank Corp GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Apr 8, 2024 to Aug 21, 2026

Model Insight

This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 154% more than negative returns. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and uncommon among risky assets.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

4.6009
6.41***
α

ARCH

Response to squared shocks

0.3356
5.72***
β

GARCH

Volatility persistence

0.6840
20.00***
γ

leverage

Additional response to negative shocks

-0.2036
-3.58***

Persistence:

0.918

Half-life:

8 days